Dmitry Davydov

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Pricing and Hedging Path-Dependent Options Under the CEV Process
Management Science
2012-02-19Paper
Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
Operations Research
2009-07-05Paper
Optimal Electoral Timing: Exercise Wisely and You May Live Longer
Review of Economic Studies
2008-05-22Paper


Research outcomes over time


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